An increasing-angle property of the conjugate gradient method and the implementation of large-scale minimization algorithms with line searches
文献类型：期刊论文
| 作者 | Dai, YH ; Martinez, JM; Yuan, JY
|
| 刊名 | NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
 |
| 出版日期 | 2003-06-01 |
| 卷号 | 10期号:4页码:323-334 |
| 关键词 | conjugate gradients unconstrained minimization truncated Newton methods truncated quasi-Newton methods large scale problems |
| ISSN号 | 1070-5325 |
| DOI | 10.1002/nla.305 |
| 英文摘要 | The search direction in unconstrained minimization algorithms for large-scale problems is usually computed as an iterate of the preconditioned) conjugate gradient method applied to the minimization of a local quadratic model. In line-search procedures this direction is required to satisfy an angle condition that says that the angle between the negative gradient at the current point and the direction is bounded away from pi/2. In this paper, it is shown that the angle between conjugate gradient iterates and the negative gradient strictly increases as far as the conjugate gradient algorithm proceeds. There is fore, the interruption of the conjugate gradient sub-algorithm when the angle condition does not hold is theoretically justified. Copyright (C) 2002 John Wiley Sons, Ltd. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000183463200003 |
| 出版者 | JOHN WILEY & SONS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18809]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Yuan, JY |
| 作者单位 | 1.Univ Fed Parana, Dept Math, Ctr Politecn, BR-81531990 Curitiba, Parana, Brazil 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 3.Univ Estadual Campinas, IMECC, Dept Math Appl, BR-13081970 Campinas, SP, Brazil |
| 推荐引用方式 GB/T 7714 | Dai, YH,Martinez, JM,Yuan, JY. An increasing-angle property of the conjugate gradient method and the implementation of large-scale minimization algorithms with line searches[J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,2003,10(4):323-334. |
| APA | Dai, YH,Martinez, JM,&Yuan, JY.(2003).An increasing-angle property of the conjugate gradient method and the implementation of large-scale minimization algorithms with line searches.NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,10(4),323-334. |
| MLA | Dai, YH,et al."An increasing-angle property of the conjugate gradient method and the implementation of large-scale minimization algorithms with line searches".NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 10.4(2003):323-334. |
入库方式： OAI收割
来源：数学与系统科学研究院
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